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I had this same issue on a Windows 8.1 client system and we still got the same error message after adding the site to the compatibility list. It turns out for 8.1 you may also need to add the site to the Security > Trusted Sites List

Upgraded to Windows 10, and having same issue. Cannot connect, edge no good, using I.E. I am presented with same error asking to make sure RDP 6.0 or greater is installed. After checking Compatibility Setting website is saved but no luck. PLEASE HELP,
LOGMEIN Isn’t nearly as good especially with multiple monitors.